+61.4%
AMAT vs CCJ
-26.2%
+87.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.6% |
| 7D | -11.2% | -14.5% | +3.3% | -3.0% |
| 30D | -31.9% | -18.1% | -13.8% | -24.0% |
| 3M | -32.3% | -23.0% | -9.3% | -22.4% |
| 6M | -5.4% | -39.4% | +34.0% | +21.3% |
| YTD | +44.3% | -21.7% | +65.9% | +58.4% |
| 1Y | +61.4% | -25.9% | +87.3% | +83.2% |
| All | +61.4% | -26.2% | +87.6% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling